Supervised: Ph.D. Theses Postdoctoral Fellow Master Theses Senior Theses
Current Students & Postdoctoral Fellows
Ph.D. Students
- Jinhang Chai
- Jiawei Ge
- Shangge Tang
- Xiaonan Zhu
- Yihan He
- Li Ximing
- Qishuo Yin
Postdoctoral Fellows
- Hyukjun Kwon
- Scroll down to see past postdoctoral students
Ph.D. Theses Supervised
| Student | Thesis & First Employment |
|---|---|
| Shange Tang, ``From Representation to reasoning: Theorectical Guarentees and Frontier Systems in Modern Machine Learning'', Princeton University, March, 2026. First job: Open AI |
| Xiaonan Zhu, “Factor Augmentations and Ranking Inference in Statistical Learning”, Princeton University, March 2026. First job: Radix Trading. |
| Yuheng Zheng, ``Topics on Machine Learning in Finance'' Princeton University, May, 2025 First job: Two Sigma |
| Jikai Hou, ``Large-scale Network and Ranking Analysis and Inference" Princeton University, May, 2025 First job: Morgan Stanley |
| Yihong Gu, ``Algorithmic Statistical Learning and Causality Pursuit Using Neural Networks'' Princeton University, May, 2025 First job: Harvard University (PD) |
| Cheng Gao, ``Transfer Learning and Optimization Theory for Large-Scale Models'', Princeton University, November, 2024 First job: DWR Holdings, LLC. |
| Yuling Yan, ``Statistical Learning and Optimal Decision Making under Uncertainty'', Princeton University, June, 2023. First job: MIT (PD) + University of Wisconsin at Madison |
| Mengxin Yu, ``High-dimensional Robust Statistics Inference'', Princeton University, May, 2023. First job: University of Pennsylvania (PD) |
| Bingyan Wang, ``Statistical analysis on convex and nonconvex methods for low-rank matrix recoveries", Princeton University, May, 2023. First job: D.E. Shaw First job: D.E. Shaw |
| Pierre Bayle, ``Survival analysis in distributed and high-dimensional environments and theory of cross-validation'', Princeton University, February 2023 First job: Tower Research. |
| Igor Silin, "High-dimensional statistics under covariance eigenvalue decay", Princeton University, September, 2022. First Job: Two Sigma Investments |
| Francesca Tang, "Statistical Machine Learning Meets Social Science", First Job: Princeton University, Department of Politics |
| Yongyi Guo, "Computationally and Statistically-efficient Methods in Data Science", First Job: University of Wisconsin at Madison |
| Daniel Gitelman, "Tensor methods for network analysis", First Job: Goldman Sachs |
| Zhuoran Yang, "Topics in the statistical and computational complexities of modern machine learning", First Job: Yale University |
| Lirong Xue, "Big data in financial economics", First Job: Jane Street |
| Yifeng Zhou, "Mean-variance functional estimation for optimal portfolios", First Job: Tower Research |
| Wenyan Gong, "Sparse Estimation for High-Dimensional Statistical Problems", First Job: Two Sigma Investments |
| Cong Ma, "Statistics Meets Nonconvex Optimization: Computational Efficiency and Uncertainty Quantification", First Job: University of Chicago |
| Kaizheng Wang, "Latent Variable Models: Spectral Methods and Non-convex Optimization", First Job: Columbia University |
| Thomas Patrick Pumir, "On the geometric structure of problems in statistics and optimization", First Job: Voleon Group |
| Yiqiao (Joe) Zhong, "Spectral Methods and MLE: A Modern Statistical Perspective", First Job: Stanford |
| Carson Eisenach, "Modern Optimization for Statistics and Learning", First Job: Amazon |
| Koushiki Bose, "Robust Dependence-Adjusted Methods for High Dimensional Data", First Job: Prudential Financial |
| Junwei Lu, " Combinatorial Inference for Large-Scale Data Analysis", First Job: Harvard University |
| Ziwei Zhu, "Distributed and Robust Statistical Learning", First Job: University of Cambridge and University of Michigan |
| Yuyan Wang, "Robust High-Dimensional Regression and Factor Models", First Job: Uber |
| Weichen Wang, "High-dimensional covariance learning", First Job: Two Sigma |
| Alexander Furger, "High-frequency Asset Factor Models: Applications to Covariance Matrix Estimation and Risk Management", First Job: Trade Logic Developer at Transmarket Group |
| Lucy Xia, "Statistical Methods for Complex Datasets", First Job: Stanford University, University of Virgina |
| Jiawei Yao, "Factor Models: Testing and Forecasting", First Job: Citadel |
| Wei Dai, "Statistical Methods in Finance", First Job: Dimensional Fund Advisors |
| Tracy Zheng Ke, "Inference on Large-scale Structures", First Job: University of Chicago |
| Martina Mincheva, "High-Dimensional Covariance Matrix Estimation and Financial Applications", First Job: Temple University |
| Chintan Mehta, "Rank-based Inference for Independent Component Analysis", First Job: Yale University |
| Xiaofeng Shi, "Large Portfolios' Risks and High-Dimensional Factor Models", First Job: Temasek Holdings |
| Ahmet Emre Barut, "Variable selection and prediction in high dimensional problems", First Job: George Washington University |
| Xin Tong, "Learning with asymmetry, high dimension and social networks'', First Job: University of Southern California |
| Weijie Gu, "Estimating False Discovery Proportion Under Covariance Dependence'', First Job: Morgan Stanley |
| Dacheng Xiu, "Essays in Financial Econometrics'', First Job: University of Chicago |
| Lei Qi, "Essays on the estimation of time series models", First Position: Hedge Fund |
| Jelena Bradic, "Sparse estimation and oracle properties of regularized regression with non-polynomial dimensional covariates'', First Position: University of California at San Diego |
| Yang Feng, ``High-dimensional Learning and Nonparametric Modeling'', First Position: Columbia University |
| Ke Yu,``High-frequency data based asset allocation and dynamic covariance matrix modeling'', First Position: J.P. Morgan |
| Ying Lu, ``Advance in Statistics Theory and Methods for Social Sciences'', June, 2009, University of North Carolina at Chapel Hill. First Position New York University |
| Jingjin Zhang, ``Asset Allocation with Gross Exposure Constraints and Factor Selection", Princeton University, May, 2009. First Position: Barclay Capital |
| Yue Niu, "Validation Tests and Estimation of GenewiseVariance for Microarray Data", First Position: University of Arizona |
| Clifford Lam, "Wai-Fung (Clifford) Lam, "High-dimensional profile likelihood inference and covariance matrices estimation", First Position: London School of Economics and Political Sci. |
| Jinchi Lv, "High-dimensional variable selection and covariance matrix estimation", First Position: University of Southern California |
| Yingying Fan, "Volatility matrix estimation and high-dimensional classification", First Position: University of Southern California |
| Jianzhong Lin, "Indirect inference for continuous-time diffusion process with discretely sampled observations", Chinese University of Hong Kong, August, 2004. First Position: Shanghai Jiao-tong University |
| Tao Huang, "New developments in varying-coefficient partially linear models", University of North Carolina at Chapel Hill, May 2004. First Position: University of Virgina |
| Heng Peng, "Data-analytic modeling for High-dimensional statistical problem", October 2003. First Position: Hong Kong Baptist University |
| Run-Ze Li, "High dimensional modeling via nonconcave penalized likelihood and local likelihood", University of North Carolina at Chapel Hill, April, 2000. First Position: Pennsylvania State University |
| Chunming Zhang, "Topics in Generalized Likelihood Ratio Test", University of North Carolina at Chapel Hill, April, 2000. First Position: University of Wisconsin at Madison |
Jin-Ting Zhang, "Smoothed functional data analysis", University of North Carolina at Chapel Hill, July, 1999. First Position: National Singapore University | |
| Jianwei Chen, "Local quasi-likelihood estimation and optimal Bayesian sampling plans for censoring data", Chinese University of Hong Kong, May, 1999. First Position: San Diego State Univ. |
| Wenyang Zhang, "Local polynomial fitting in nonparametric regression", Chinese University of Hong Kong, November, 1998. First Position: University of Bath. |
| Martine King, "Local likelihood and local partial likelihood in hazard regression", University of North Carolina at Chapel Hill, August, 1997. First Position: Abbott Laboratories |
| Sheng-Kuei Lin, "Test of significance when data are curves", University of North Carolina at Chapel Hill, August, 1997. |
| Mark Farmen, "The smoothed boorstrap for variable bandwidth selection and some results in nonparametric logistic regression", University of North Carolina at Chapel Hill, April, 1996. |
| Li-shang Huang, "On nonparametric estimation and goodness-of-fit", University of North Carolina at Chapel Hill, July, 1995. First Position: Florida State University |
| Ming-Yen Cheng, "On boundary effects of smooth curve estimators", University of North Carolina at Chapel Hill, April, 1994. First Position: National Taiwan University |
Postdoctoral Fellows Supervised
| Postdoc | Institution |
|---|---|
| Soham Jana (22-24) First Institution: University of Notre Dame |
| Sohom Bhattacharya(22-23) First Institution: University of Florida |
| Debarghya Mukherjee (22-23) First Institution: Boston University |
| Zhipeng Lou (20-23) First Institution: University of Pittsburgh |
| Alexander Giessing (18-21) First Institution: University of Washington at Seattle |
| Yang Zhou (19-21) First Institution: Fudan University |
| Yi Chen (18-19) First Institution: University of California at Berkeley and NYU |
| Bai Jiang (17-19) First Institution: ByteDance Silicon Valley Research Lab |
| Krishna Balasubramanian (17-18) First Institution: University of California at Davis |
| Haolei Weng (17-18) First Institution: Michigan State University |
| Qiang Sun (15-17) First Institution: University of Toronto |
| Wenxin Zhou (15-17) First Institution: University of California at San Diego |
| Donggyu Kim (16-17) First Institution: Korean Institute of Technology |
| Yuan Ke (15-17) First Institution: Pennsylvania State University |
| Xiaolin Yang (15-17) First Institution: Amazon Inc. |
| Dong Wang (16-17) First Institution: Hong Kong University |
| Heather Battey (14-16) First Institution: Imperial College |
| Quefeng Li (13-15) First Institution: University of North Carolina at Chapel Hill |
| Dan Christina Wang (12-15) First Institution: Columbia University |
| Zhao Chen (12-14) First Institution: Pennsylvania State University |
| Lingzhou Xue (11-13) First Institution: Pennsylvania State University |
| Runlong Tang (11-13) First Institution: Virginia Institute of Technology |
| Yuan Liao (10-12) First Institution: University of Maryland |
| Michael Innerman (11-12) First Institution: Lehigh University |
| Yunbei Ma (10-12) First Institution: Southwest University of Economics and Finance |
| Anneleen Verhasselt (12-12) First Institution: Universiteit Antwerpen |
| Xu Han (09-11) First Institution: Temple University |
Ning Hao (09-10) First Institution: University of Arizona | |
| Junshao Guo (09-10) First Institution: Institute of Applied Mathematics |
| Rui Song (08-09) First Institution: Colorado State University |
| Yingying Li (08-09) First Institution: Hong Kong University of Science and Technology |
| Weiwei Wang (08-09) First Position: University of Texas |
| Qingfeng Liu (07-08) First Institution: Otaru University. |
| Sebastien De Veiga (07-08) |
| Yichao Wu (06-08) First Institution: NC State University |
| Jiancheng Jiang (06-07) First Institution: University of North Carolina, Charlott |
| Heng Peng (03-06) First Institution: Hong Kong Baptist University |
| Yong Zhou (01-01, 02-04) First Institution: Institute of Applied Mathematics |
| Chong-Qi Zhang (02-03) First Institution: Guangzhou University |
| Huazhen Lin (02-03) First Institution: Southwest University of Economics and Finance |
| Juan Gu (02-03) First Institution: Guanfa Securities |
Master Theses Supervised
| Student | Masters |
|---|---|
| Tsz-ho Yim, "A data-driven bandwidth selector for estimating conditional density function", Chinese University of Hong Kong, June 2003. |
| Wing-Man Chan, "Estimation of value at risk using parametric regression techniques", Chinese University of Hong Kong, June 2003. |
| Wentao Yan, "Model-guided Nonparametric Option Pricing", Princeton University, May 2009. |
| Boyang Song, "Topics in Equity and Energy Risks", Princeton University, June 2014. |
| Byron Vickors, "Robust inference of risks of large portfolios", Princeton University, January 2017. |
| Lirong Xue, "Robust Analysis of Financial Big Data: Prediction of Asset Returns and Inference in Risk of Large Portfolios", Princeton University, May 2017. |
| Tiangge Huang, "Application of Merton-KMV Model with Regression Analysis and Machine Learning in Publicly-Listed Company in China", Princeton University, May 2019. |
| Henry Guanghong Fu, "Predicting Credit Risk in Consumer Loan: A Machine Learning Approach Using Multimodal Features", Princeton University, May 2020. |
Senior Theses Supervised
2025
| Student | Thesis Title |
|---|---|
| Harrison Witt | Egregiously Expensive Electricity: Bringing Your Bill Back to Earth Using Weather Data in a Deterministic Weighted Linear Program to Forecast Day-Ahead Prices |
| Kadem Kram | IFinding Skill Changes in Major League Baseball Player Development: A Bayesian Approach with LSTM Networks and Hidden Markov Models |
| Stephen Jiang | Inferences on Parameters in Severely Heterogeneous Degree Corrected Stochastic Block Models |
2024
| Student | Thesis Title |
|---|---|
| Trisha Boonpongmanee | Using the Markov-Switching Autoregressive Model to Classify Semiconductor Regimes and Identify Inflection Points Advisor |
| Kelsey Ji | Introducing Granularity to Private Equity Performance ReplicationBetween |
| Peter Ng | Optimizing Asset Allocation between Equity Factors Based on Investor Sentiment Indicators |
2023
| Student | Thesis Title |
|---|---|
| Sruti Chitluri | Exploring the Applications of Machine Learning Methods in Understanding the Nature of Active Listening Techniques in Predicting Therapeutic Outcomes |
| Michelle Dai | Pricing American Options Through Model-Guided Machine Learning Incorporating Asset Characteristics and Market Environments |
2022
| Student | Thesis Title |
|---|---|
| Qing Huang | Model Calibration and Data Augmentation for Predicting Personal Loan Performance |
| Thomas "Jack" Roberts | Does the House Always Win? Using Machine Learning to Identify Profitable Opportunities in Sports Wagering Strategies |
| Andre Yin | Constructing Equity Trading Stragegies Based on Macroeconomic Event Analysis |
| Helena Yu | Multi-factor risk models for commodities in a regime-switching environment |
2021
| Student | Thesis Title |
|---|---|
| Tiger Chen | The Theoretical Financialization of Betting Exchanges as an Investible Asset Class |
| Alexander Engstrom | Sentimental Value: The Viability of Momentum and News Sentiment in Stock Price Prediction Models \& The Impact of Retail Investors |
| Christopher Yang | Trading under Crisis: A Study of Stock Pricing in the COVID Markets |
| Kevin You | Short-Term Stock Price Prediction Using High-Dimensional Techniques |
2020
| Student | Thesis Title |
|---|---|
| Trevor Carney | A Modern Look at Hedge Fund Activism Performance and the Impact of Target Company Characteristics |
| Tony Chen | Factor-adjusted regularized model selection for logistic regression in the presence of missing data |
| Lencer Ogutu | Improving Accuracy of Counterfactual Estimation for Sales Forecasting Using an Ensemble of ARIMA, ANN and BSTS |
| Albert Wang | Machine Learning Methods on Fundamentals and Momentum for Long-Term Long/Short Equity Trading Strategies in the High Growth Technology Sector |
2019
| Student | Thesis Title |
|---|---|
| Timothy Lou | Improving Estimation of Factor Risk Premia via Robust Covariance Techniques |
| Kate Wang | Chinese Hedge Funds: Understanding Performance with CAPM and Factor Analysis |
2018
| Student | Thesis Title |
|---|---|
| Augstina de la Fuente | Game of Shows: Using Linear Regression and Integer Programming to Optimize Television Ratings |
| Anna Erkalova | Discrimination in the criminal justice system: a mechanism for balancing misclassification by race |
| Ifeyinwa Ikpeazu | Show me the money: Utilizing applied time-series to increase credit access for small and medium business in Nigeria |
| Vincent Lu Xia | Equity Return Prediction with Augmented Regression and Factor Models |
| Emily Huang | Deep Learning Models for Neural Encoding: Primate Retinal Response to Full-Field Binary White Noises |
2017
| Student | Thesis Title |
|---|---|
| Catherine Hua | Trading Strategies Based on Machine Learning Predictions of Long-term Stock Price Movement in the Healthcare Industry |
| Joseph Lee | Identifying factors that influence musical inclination using regularized regression methods |
| Jennifer Peng | Using Differential Expression Analyses of Transcriptomes to Examine Gene Dysregulation in Autism |
| Alexandra Toth | The January Effect in the U.S. Equity Market: Prevalence within Market Capitalization and Sector |
| Susanna Chen Yu | Comparising normalization methods for differential expression analysis on RNA-Sequence data autism patient samples |
2016
| Student | Thesis Title |
|---|---|
| Edward D. Xiao | Equity Portfolio Optimization using Latent Factor Models |
| Sinan Zhang | An Analysis of Real Estate Investment Trust: Dynamic Correlations with Stock, Bond, Real Estate, and Consumption |
2015
| Student | Thesis Title |
|---|---|
| Christina J Efthimion | An Examination of Stochastic Models for Crude Oil |
| Joanna McPherson | There Will Be Blood: The Future of The United State鈥檚 Blood Supply |
| Charlotte Lee Muller | An Empirical Analysis and Optimization of Carry and Momentum Strategies in the Foreign Exchange Market |
| Liukun Wu | Vector Autoregression Analysis of the Sovereigen Credit Default Swaps Returns of Eurozone Economies |
2014
| Student | Thesis Title |
|---|---|
| Christine Feng | Exploring the Influence of Technology M&A Through Patents, R\&D Spending, and Market Valuation |
| James R. Feng | A Vector Autoregression Analysis of Quantitative Easing's Housing Sector Impacts in the United States |
| Carmina Aguilar Mancenon | Leveraging Public Policy to Increase Capital Pools for Technology Startups in Turkey and Jordan |
| Lucia Wang | A comparison of Modeling Techniques for Time-Varying Beta in Asia-Pacific Real Estate Investment Trusts |
2013
| Student | Thesis Title |
|---|---|
| Michael W. Markiewicz | Exploring the Development and Use of a Multinomial Logit Model to Improve Betting Returns at Saratoga Race Course |
| Qizhao Weng | False Discoveries in Exchange-Traded Fund Performances: Identifying ETFs that outperform the Market |
2012
| Student | Thesis Title |
|---|---|
| Edgar Dobriban | Regularity Properties of Random Matrices and Applications |
| Yiran Lillian Ma | Sensitivity Analysis on a Transitive-State Markov Model of Diabetes |
| Natalie H. Shoup | Sustainable Energy Economics: Optimizing the Integration of Renewables in Guatemala |
| Jonathan H. Wang | Explaining Credit Default Swap Premia: Analyzing the relationship between global CDS spreads and stochastically modeled corporate default probabilities |
2011
| Student | Thesis Title |
|---|---|
| Danqi (Lily) Shen | Forecasting Unemployment Rates With Spatial Autocorrelation and Regional Heterogeneity |
| Anthony T. Soroka | The Russell Reconstitution: Technical Treading Strategies |
| Ivan Kleinfeld | Judging the Judges: A Study of Analysts' Performance from 2008-2010 |
2010
| Student | Thesis Title |
|---|---|
| Nihong Chu | An investigation of factors affecting real estimate price in China |
| Gillette, Paige Dyan | Excessively conservative attitudes to financial instruments and low-risk hedging: A contextual model proposed for the national budget of Trinidad and Tobago |
| William Harvey | The attributes to win actions |
2009
| Student | Thesis Title |
|---|---|
| David Laslett | A Statistical Approach to Verbal Autopsies: Methods to Enhance Performance and Accuracy |
| Chiao Megan | Determinants of stock market returns in emerging markets. |
| Laurissa Yee | An analysis of CDS index pricing. |
| Shriya Raghavan | Comovements of high-yield bonds and equity of firms under varying market conditions. |
| Collin Daniel McCarthy | Greed in Corporate America. |
| Stanley Liu | Is big more beautiful in venture capital financing? |
2008
| Student | Thesis Title |
|---|---|
| Nan Yin | Forcasting volatility: Option Implied Volatility vs. Historic High-Frequency and Low-Frequency Volatility |
| Michael B. Casewell | Covariate Selection for Intensity-Based Credit Risk Models. |
2007
| Student | Thesis Title |
|---|---|
| James S. Tate | The game behind the game: An analysis of baseball player evaluation models. |
2006
| Student | Thesis Title |
|---|---|
| Evan Coopersmith | Asymmetric objectives & Inefficient Markets: A Non-Parametric Predictor for Baseball Games and the Evaluation of Betting Lines. |
| Darius Crator | Towards an American Model: The Impact of Venture Capital Investment Characteristics on Performance: A Comparative Study of the United States, United Kingdom and Canada. |
| Caroline W. Holst | Evaluating the Hedge Fund Hype: Is There a Truer Performance Profile of Hedge Funds? |
| Mark C. Price | Modern Examination of Investor Sentiment Theory behind the Closed-End Fund Discount. |
2005
| Student | Thesis Title |
|---|---|
| Elisa Cheung | Credit spread dynamics and Macro-economy: An empirical investigation. |
| Cyrena Chih | An analysis of the Practical Application of Parimutuel Pricing Systems on the Foreign Exchange Market. |
| Christopher Kirk | A method to March madness: Logistic regression and the NCAA tournament. |
| Rodrigo J. Montoya | Stochastic modeling of the PCS Loss Index: A sensitivity analysis and its implications for catastrophe bond pricing models. |
| Jenny Tsai | Migration and Institutionalized exclusion in Shanghai. |
2004
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| Student | Thesis Title |
|---|---|
| Cathy Shu | An epidemiological study on the growing problem of obesity in China. |
| Edward Tsui | Evaluation and improvement of technical trading rules on the foreign exchange market. |